-11.1%
CHRW vs OMC
+24.5%
-35.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -0.9% |
| 7D | +4.9% | +12.5% | -7.6% | +2.2% |
| 30D | -4.8% | +16.3% | -21.1% | -7.8% |
| 3M | -13.1% | +8.1% | -21.2% | -14.7% |
| 6M | -16.3% | +17.2% | -33.5% | -19.5% |
| YTD | -15.8% | +11.8% | -27.6% | -19.0% |
| 1Y | -11.1% | +23.9% | -35.1% | -16.6% |
| All | -11.1% | +24.5% | -35.7% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling